-10.8%
TSN vs EXPD
+20.5%
-31.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -1.0% |
| 7D | +4.6% | -7.2% | +11.8% | +3.4% |
| 30D | +15.4% | -3.3% | +18.7% | +14.4% |
| 3M | +2.9% | +3.4% | -0.5% | +2.7% |
| 6M | -10.8% | +22.7% | -33.5% | -15.1% |
| All | -10.8% | +20.5% | -31.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling